MSCI Correlations

MSCI Stock

USD 565.25 8.48 1.48%

The current 90-days correlation between MSCI Inc and Nasdaq Inc is 0.35 (i.e., Weak diversification). The correlation of MSCI is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.

MSCI Correlation With Market

Modest diversification

The correlation between MSCI Inc and DJI is 0.29 (i.e., Modest diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding MSCI Inc and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with MSCI Stock

Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in MSCI Inc. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in manufacturing.

Moving against MSCI Stock

0.42	LFIN	LongFin Corp	Pair Corr
0.34	FDS	FactSet Research Systems	Pair Corr
0.31	FHELF	First Helium	Pair Corr

Related Correlations Analysis

	NDAQ	AIG	BSBR	AMP	MET	CBOE	ALL	JPM	SOFI	RKT
NDAQ		0.8	0.16	0.71	0.48	0.24	0.32	0.71	-0.29	0.62	NDAQ
AIG	0.8		-0.2	0.8	0.8	-0.09	0.23	0.6	-0.35	0.25	AIG
BSBR	0.16	-0.2		-0.36	-0.41	0.87	0.37	0.43	0.17	0.48	BSBR
AMP	0.71	0.8	-0.36		0.82	-0.28	0.13	0.51	-0.26	0.37	AMP
MET	0.48	0.8	-0.41	0.82		-0.29	0.15	0.47	-0.19	0.15	MET
CBOE	0.24	-0.09	0.87	-0.28	-0.29		0.56	0.46	0.01	0.41	CBOE
ALL	0.32	0.23	0.37	0.13	0.15	0.56		0.29	-0.45	0.42	ALL
JPM	0.71	0.6	0.43	0.51	0.47	0.46	0.29		0.04	0.52	JPM
SOFI	-0.29	-0.35	0.17	-0.26	-0.19	0.01	-0.45	0.04		-0.09	SOFI
RKT	0.62	0.25	0.48	0.37	0.15	0.41	0.42	0.52	-0.09		RKT
	NDAQ	AIG	BSBR	AMP	MET	CBOE	ALL	JPM	SOFI	RKT

Please upgrade your account to get full access to Macroaxis premium features

Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

CBOE	+ 0.87	BSBR
MET	+ 0.82	AMP
AIG	+ 0.8	NDAQ
AMP	+ 0.8	AIG
MET	+ 0.8	AIG
AMP	+ 0.71	NDAQ

High negative correlations

SOFI	- 0.45	ALL
MET	- 0.41	BSBR
AMP	- 0.36	BSBR
SOFI	- 0.35	AIG
CBOE	- 0.29	MET
SOFI	- 0.29	NDAQ

Risk-Adjusted Indicators

There is a big difference between MSCI Stock performing well and MSCI Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze MSCI's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
NDAQ	0.90	0.09	0.06	0.18	1.25	(0.88)	1.71	(1.87)	4.93
AIG	1.03	0.09	0.03	0.24	1.60	(1.10)	2.43	(1.99)	7.91
BSBR	1.51	0.14	0.07	0.20	1.96	(1.59)	3.38	(2.46)	10.32
AMP	0.96	(0.06)	(0.03)	0.01	1.66	(0.86)	1.57	(2.43)	6.52
MET	0.97	(0.10)	0.00	(0.02)	0.00	0.00	2.55	(2.69)	7.18
CBOE	0.94	0.03	(0.03)	(0.15)	1.21	(0.94)	1.74	(2.17)	6.20
ALL	0.95	(0.09)	0.00	(0.25)	0.00	0.00	2.10	(2.08)	6.24
JPM	1.08	(0.02)	0.00	0.04	1.41	(1.11)	2.00	(1.91)	7.02
SOFI	3.23	(0.07)	0.02	0.04	4.56	(3.11)	6.75	(6.77)	20.12
RKT	2.31	(0.03)	0.01	0.04	2.98	(2.33)	4.52	(4.35)	11.99

Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions

Feedback Blog

Made with optimal in San Francisco

2026 Macroaxis LLC